Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47621.23 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46226.27 Kr¶

PnL: ---------------------------------------> -662.3 Kr¶

DD now: ---------------------------------> -2.074 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 15:55:56.924865'

Anic Portfolio¶

Today¶

Return: -0.755 %¶

This Week¶

Return: -0.609 %¶

Total¶

Return: 55.9 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.920000 3114.800000 143.800000 4.840000 2971.000006
HEBA B 70 -2.100000 2779.000000 143.000000 5.420000 2636.000010
Corem Property Group B 59 -1.030000 626.580000 49.580000 8.590000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
HMS Networks 2 -0.670000 712.400000 39.400000 5.850000 673.000000
Boozt 12 0.280000 1693.200000 39.200000 2.370000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -0.830000 393.700000 38.700000 10.900000 355.000000
MedCap 2 -1.940000 456.000000 35.000000 8.310000 421.000000
Resurs Holding 22 0.620000 607.420000 33.420000 5.820000 573.999998
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 -0.400000 562.560000 19.560000 3.600000 543.000000
Intrum 4 -0.220000 545.200000 18.200000 3.450000 527.000000
Securitas B 6 0.930000 585.360000 15.360000 2.690000 570.000000
OEM International B 7 -0.260000 543.200000 15.200000 2.880000 527.999997
Swedbank A 3 1.850000 579.000000 15.000000 2.660000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
SAAB B 8 -0.400000 3389.600000 12.600000 0.370000 3377.000000
Coor Service Management Hold. 8 -0.660000 543.200000 11.200000 2.110000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.680000 250.560000 4.560000 1.850000 246.000000
Handelsbanken A 5 -0.050000 545.750000 -0.250000 -0.050000 546.000000
Nordea Bank Abp 29 0.240000 3452.160000 -1.840000 -0.050000 3453.999992
Creaspac SPAC 6 -0.730000 572.400000 -4.600000 -0.800000 577.000002
CTEK 13 -2.740000 521.950000 -12.050000 -2.260000 533.999999
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -1.240000 556.200000 -17.800000 -3.100000 574.000000
International Petroleum Corp. 5 -2.610000 560.000000 -34.570000 -5.810000 594.565215
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 1.340000 558.960000 -54.040000 -8.820000 612.999432
Axfood 13 -1.700000 3598.400000 -157.600000 -4.200000 3756.000001
OX2 18 -1.130000 1423.800000 -240.200000 -14.440000 1663.999992
Fasadgruppen Group 35 1.300000 3542.000000 -269.000000 -7.060000 3810.999990
Ovzon 52 -2.500000 2839.200000 -522.800000 -15.550000 3361.999992
TOTAL 46226.270000 -662.300000 -2.07416% 46888.564618

Updated:¶

'2023-01-24 15:56:09.572774'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶